market maker quality

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
20/11/2024 0.16% 6.12 CHF 6.13 CHF 72,000 72,000 71,812 71,812 443,874 CHF 444,592 CHF 100.00% 100.00%
19/11/2024 0.17% 6.06 CHF 6.07 CHF 74,000 74,000 73,695 73,695 441,298 CHF 442,035 CHF 100.00% 100.00%
18/11/2024 0.17% 6.03 CHF 6.04 CHF 74,000 74,000 73,695 73,695 442,012 CHF 442,749 CHF 100.00% 100.00%
15/11/2024 0.17% 5.95 CHF 5.96 CHF 74,000 74,000 73,654 73,654 443,048 CHF 443,784 CHF 100.00% 100.00%
14/11/2024 0.16% 6.11 CHF 6.12 CHF 72,000 72,000 72,312 72,312 440,139 CHF 440,862 CHF 100.00% 100.00%
13/11/2024 0.17% 6.05 CHF 6.06 CHF 74,000 74,000 73,563 73,563 442,568 CHF 443,304 CHF 100.00% 100.00%
12/11/2024 0.16% 6.14 CHF 6.15 CHF 72,000 72,000 71,703 71,703 442,225 CHF 442,942 CHF 100.00% 100.00%
11/11/2024 0.16% 6.19 CHF 6.20 CHF 72,000 72,000 71,703 71,703 447,969 CHF 448,686 CHF 100.00% 100.00%
08/11/2024 0.16% 6.20 CHF 6.21 CHF 72,000 72,000 71,700 71,700 444,583 CHF 445,300 CHF 99.18% 99.18%
07/11/2024 0.16% 6.16 CHF 6.17 CHF 72,000 72,000 72,441 72,441 440,544 CHF 441,269 CHF 100.00% 100.00%

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